3. Причины валютных кризисов

• Flood, J.Marion (1996) “Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies”, NBER Working Paper № 5789. http://papers.nber.org/papers/W5789

• Burnside C., M.Eichenbaum, S.Rebelo (1998) “Prospective Deficits and the Asian Currency Crisis”, NBER Working Paper № 6758. http://papers.nber.org/papers/W6758

• Aghion P., Bacchetta P., Banerjee A. (2004) “ A Corporate Balance-Sheet Approach to Currency Crises”, Journal of Economic Theory, 2004, vol. 119, issue 1, pages 6-30 http://www.sciencedirect.com

• Sutherland (2006) “ Currency Crises and the Term Structure of Interest Rates”, Open Economies Review, vol. 17, issue 1, pages 57-71 http://www.springerlink.com

5. Определение момента спекулятивной атаки

• Goldberg L. (1994) “Predicting Exchange Rate Crisis: Mexico revisited”, Journal of International Economics, vol. 36, issue 3-4, pages 413 – 430. http://www.sciencedirect.com

• Aschheim J., Christou C., Swamy P., Tavlas G. (1996) “A Random Coefficient Model of Speculative Attacks: The case of Mexican Peso”, Open Economies Review, vol. 7, Suppl.1., pages 553-571. http://www.springerlink.com

• Berg A., and C. Pattillo (1999) “Predicting Currency Crises: The Indicators Approach and an Alternative”, Journal of International Money and Finance, Vol. 18, No 4, pp. 561-586 http://www.sciencedirect.com

• Peltonen T.(2006) “Are Emerging Market Currency Crises Predictable? A Test”, Working Paper of European Central bank №571, www.ecb.int/pub/pdf/scpwps/ecbwp571.pdf

6. Эффект заражения

• Forbes K., R.Rigobon (1999) “No Contagion, Only Interdependence: Measuring Stock Market Co-movements”, NBER Working Paper № 7267. http://papers.nber.org/papers/W7267

• Fratzscher M.(2003) “On Currency Crises and Contagion”/ International Journal of Finance and Economics, Vol. 8, issue 2, pages 109-129. http://www3.interscience.wiley.com

• Hashimoto Y., Ito T (2004) “ High-Frequency Contagion Between the Exchange Rates and Stock Prices”, NBER Working Paper № 10448. http://papers.nber.org/papers/W10448

• Сorsetti, G., Pericoli, M. and Sbracia, M. (2005). Some contagion, some interdependence: More pitfalls in tests of financial contagion/Journal of International Money and Finance. vol. 24(8), 1177-1199, http://www.sciencedirect.com

7. Опережающие показатели финансовых кризисов

• Kaminsky G., S.Lizondo, C.Reinhart (1998) “Leading Indicators of Currency Crises”, IMF Staff Papers, Vol. 45, №1 (March). http://www.imf.org

• Alvarez-Plata,P. and M.Schrooten (2004) “Mis-Leading Indicators? The Argentinean Currency Crisis”, Journal of Policy Modelling/Journal of Policy Modeling, vol. 26, issue 5, pp. 587-603. http://www.sciencedirect.com

• Broome S., Morley B. (2004)“Stock Prices as a Leading Indicator of the East Asian Financial Crisis”, Journal of Asian Economics, vol. 15, issue 1, pages 189-197, http://www.sciencedirect.com

• Peng D., Bajona C. (2008) “China’s vulnerability to currency crisis: A KLR signals approach”, China Economic Review, vol. 19, issue 2, pages 138-151, http://www.sciencedirect.com